+102.7%
NOK vs CME
+76.2%
+26.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +9.3% | -0.6% | +10.0% | +9.4% |
| 30D | +17.9% | +4.7% | +13.2% | +17.1% |
| 3M | -22.3% | +7.8% | -30.1% | -23.1% |
| 6M | +36.4% | -11.0% | +47.4% | +40.8% |
| YTD | +66.3% | +4.0% | +62.3% | +65.5% |
| 1Y | +134.4% | +9.1% | +125.3% | +130.0% |
| 3Y | +186.6% | +52.3% | +134.3% | +148.9% |
| 5Y | +102.7% | +76.1% | +26.6% | +56.4% |
| All | +102.7% | +76.2% | +26.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling